#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/CalibrationHelper.h>
#pragma unmanaged 
#include <ql\models\equity\hestonmodelhelper.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Times;
using namespace Cephei::QL;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL::Models;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Equity {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IHestonModelHelper
	public ref class CHestonModelHelper : 
            public CCalibrationHelper,
            public Cephei::QL::Models::Equity::IHestonModelHelper
	{
	protected: 
		boost::shared_ptr<QuantLib::HestonModelHelper>* _ppHestonModelHelper;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::HestonModelHelper>* _phHestonModelHelper;
#endif
		Object^ _HestonModelHelperOwner;     // reference to object that manages the storage for this object
	internal:
		CHestonModelHelper (Cephei::QL::Times::IPeriod^ maturity, Cephei::QL::Times::ICalendar^ calendar, Double s0, Double strikePrice, Cephei::QL::IQuote^ volatility, Cephei::QL::Termstructures::IYieldTermStructure^ riskFreeRate, Cephei::QL::Termstructures::IYieldTermStructure^ dividendYield, Microsoft::FSharp::Core::FSharpOption<QL::Models::CalibrationHelper::CalibrationErrorTypeEnum>^ errorType, Cephei::QL::IPricingEngine^ QL_Pricer);
        CHestonModelHelper (boost::shared_ptr<QuantLib::HestonModelHelper>& childNative, Object^ owner);
        CHestonModelHelper (QuantLib::HestonModelHelper& childNative, Object^ owner);
        CHestonModelHelper (CHestonModelHelper^ copy);
        CHestonModelHelper (System::Type^ t);
#ifdef STRUCT
        CHestonModelHelper (QuantLib::HestonModelHelper childNative);
#endif       
#ifdef HANDLE
		CHestonModelHelper (QuantLib::Handle<QuantLib::HestonModelHelper>& childNative, Object^ owner);
		CHestonModelHelper (QuantLib::Handle<QuantLib::HestonModelHelper> childNative);
#endif
		virtual ~CHestonModelHelper ();
		!CHestonModelHelper ();

	internal:
		QuantLib::HestonModelHelper& GetReference ();
		boost::shared_ptr<QuantLib::HestonModelHelper>& GetShared ();
		QuantLib::HestonModelHelper* GetPointer ();
        void SetHestonModelHelper (boost::shared_ptr<QuantLib::HestonModelHelper> native)
        {
            if (_ppHestonModelHelper != NULL)
                delete _ppHestonModelHelper;
            _ppHestonModelHelper = new boost::shared_ptr<QuantLib::HestonModelHelper> (native);
            SetCalibrationHelper (boost::dynamic_pointer_cast<QuantLib::CalibrationHelper> (*_ppHestonModelHelper));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::HestonModelHelper>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double BlackPrice (Double volatility) ;
        property Double Maturity 
        {
		    virtual Double get () ;
        }
        property Double ModelValue 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CHestonModelHelper_Factory : public System::MarshalByRefObject,  public IHestonModelHelper_Factory
	{
	public:
        virtual IHestonModelHelper^ Create (Cephei::QL::Times::IPeriod^ maturity, Cephei::QL::Times::ICalendar^ calendar, Double s0, Double strikePrice, Cephei::QL::IQuote^ volatility, Cephei::QL::Termstructures::IYieldTermStructure^ riskFreeRate, Cephei::QL::Termstructures::IYieldTermStructure^ dividendYield, Microsoft::FSharp::Core::FSharpOption<QL::Models::CalibrationHelper::CalibrationErrorTypeEnum>^ errorType, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Equity */}
